>> %% I. 清空环境变量
clear all
clc
%% II. 导入数据
load concrete_data.mat
%%
% 1. 随机产生训练集和测试集
n = randperm(size(attributes,2));
%%
% 2. 训练集――80个样本
p_train = attributes(:,n(1:80))';
t_train = strength(:,n(1:80))';
%%
% 3. 测试集――23个样本
p_test = attributes(:,n(81:end))';
t_test = strength(:,n(81:end))';
%% III. 数据归一化
%%
% 1. 训练集
[pn_train,inputps] = mapminmax(p_train');
pn_train = pn_train';
pn_test = mapminmax('apply',p_test',inputps);
pn_test = pn_test';
%%
% 2. 测试集
[tn_train,outputps] = mapminmax(t_train');
tn_train = tn_train';
tn_test = mapminmax('apply',t_test',outputps);
tn_test = tn_test';
%% IV. SVM模型创建/训练
%%
% 1. 寻找最佳c参数/g参数
[c,g] = meshgrid(-10:0.5:10,-10:0.5:10);
[m,n] = size(c);
cg = zeros(m,n);
eps = 10^(-4);
v = 5;
bestc = 0;
bestg = 0;
error = Inf;
for i = 1:m
for j = 1:n
cmd = ['-v ',num2str(v),' -t 2',' -c ',num2str(2^c(i,j)),' -g ',num2str(2^g(i,j) ),' -s 3 -p 0.1'];
cg(i,j) = svmtrain(tn_train,pn_train,cmd);
if cg(i,j) < error
error = cg(i,j);
bestc = 2^c(i,j);
bestg = 2^g(i,j);
end
if abs(cg(i,j) - error) <= eps && bestc > 2^c(i,j)
error = cg(i,j);
bestc = 2^c(i,j);
bestg = 2^g(i,j);
end
end
end
%%
% 2. 创建/训练SVM
cmd = [' -t 2',' -c ',num2str(bestc),' -g ',num2str(bestg),' -s 3 -p 0.01'];
model = svmtrain(tn_train,pn_train,cmd);
%% V. SVM仿真预测
[p,c,d]=svmpredict(tn_test,pn_test,model);
a = mapminmax('reverse',p,outputps);
plot(t_test);hold on
plot(a,'r')
